| Abstract: | Splitting methods for time-dependent partial differential equations usually exhibit a drop in accuracy if boundary conditions become time-dependent. This phenomenon is investigated for a class of splitting methods for two-space dimensional parabolic partial differential equations. A boundary-value correction discussed in a paper by Fairweather and Mitchell for the Laplace equation with Dirichlet conditions, is generalized for a wide class of initial boundary-value problems. A numerical comparison is made for the ADI method of Peaceman-Rachford and the LOD method of Yanenko applied to problems with Dirichlet boundary conditions and non-Dirichlet boundary conditions. |
